full-time
Quantitative Researcher - Portfolio Optimization - Jersey City, NJ
Stevens Capital Management LP
- Employer
- Stevens Capital Management LP
- Location
- Jersey City, New Jersey, United States
- Working pattern
- on-site
- Salary
- $150,000–$300,000 / year
About the role
Design and implement multi-period portfolio optimization frameworks while leveraging solvers like MOSEK to build scalable models. Develop and refine intraday trading strategies and execution algorithms while monitoring performance in a live environment. Requires a PhD or Master’s degree in a quantitative field such as Applied Math, Operations Research, or Computer Science. Candidates must have proven experience with optimization frameworks and deep knowledge of transaction cost modeling and trading systems.